User names really aren't used in Homegroups. The password is, as you say, the one on the Host computer.
If you are getting the credential window you show, do you have all the computers in the same Work Group, and on the Advanced Sharing options, do you have it set to let Windows handle Homegroup connections? Normally all you need to do on a non-host system is select Join a Homegroup and supply the password. This option should be displayed in the Network and Sharing Center, just below the globe and across from the House icon next to Local Area Connection.